ECBOT 10 Year T-Note Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2013 | 
                    26-Feb-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        131-275 | 
                        132-225 | 
                        0-270 | 
                        0.6% | 
                        131-160 | 
                     
                    
                        | High | 
                        132-245 | 
                        132-305 | 
                        0-060 | 
                        0.1% | 
                        131-315 | 
                     
                    
                        | Low | 
                        131-205 | 
                        132-155 | 
                        0-270 | 
                        0.6% | 
                        131-050 | 
                     
                    
                        | Close | 
                        132-160 | 
                        132-215 | 
                        0-055 | 
                        0.1% | 
                        131-290 | 
                     
                    
                        | Range | 
                        1-040 | 
                        0-150 | 
                        -0-210 | 
                        -58.3% | 
                        0-265 | 
                     
                    
                        | ATR | 
                        0-170 | 
                        0-169 | 
                        -0-001 | 
                        -0.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,578,982 | 
                        2,706,174 | 
                        127,192 | 
                        4.9% | 
                        5,606,570 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-035 | 
                133-275 | 
                132-298 | 
                 | 
             
            
                | R3 | 
                133-205 | 
                133-125 | 
                132-256 | 
                 | 
             
            
                | R2 | 
                133-055 | 
                133-055 | 
                132-242 | 
                 | 
             
            
                | R1 | 
                132-295 | 
                132-295 | 
                132-229 | 
                132-260 | 
             
            
                | PP | 
                132-225 | 
                132-225 | 
                132-225 | 
                132-208 | 
             
            
                | S1 | 
                132-145 | 
                132-145 | 
                132-201 | 
                132-110 | 
             
            
                | S2 | 
                132-075 | 
                132-075 | 
                132-188 | 
                 | 
             
            
                | S3 | 
                131-245 | 
                131-315 | 
                132-174 | 
                 | 
             
            
                | S4 | 
                131-095 | 
                131-165 | 
                132-132 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Feb-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                134-053 | 
                133-277 | 
                132-116 | 
                 | 
             
            
                | R3 | 
                133-108 | 
                133-012 | 
                132-043 | 
                 | 
             
            
                | R2 | 
                132-163 | 
                132-163 | 
                132-019 | 
                 | 
             
            
                | R1 | 
                132-067 | 
                132-067 | 
                131-314 | 
                132-115 | 
             
            
                | PP | 
                131-218 | 
                131-218 | 
                131-218 | 
                131-242 | 
             
            
                | S1 | 
                131-122 | 
                131-122 | 
                131-266 | 
                131-170 | 
             
            
                | S2 | 
                130-273 | 
                130-273 | 
                131-241 | 
                 | 
             
            
                | S3 | 
                130-008 | 
                130-177 | 
                131-217 | 
                 | 
             
            
                | S4 | 
                129-063 | 
                129-232 | 
                131-144 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                132-305 | 
                131-050 | 
                1-255 | 
                1.4% | 
                0-185 | 
                0.4% | 
                84% | 
                True | 
                False | 
                1,971,038 | 
                 
                
                | 10 | 
                132-305 | 
                131-005 | 
                1-300 | 
                1.5% | 
                0-165 | 
                0.4% | 
                85% | 
                True | 
                False | 
                1,562,053 | 
                 
                
                | 20 | 
                132-305 | 
                130-230 | 
                2-075 | 
                1.7% | 
                0-169 | 
                0.4% | 
                87% | 
                True | 
                False | 
                1,516,116 | 
                 
                
                | 40 | 
                133-025 | 
                130-230 | 
                2-115 | 
                1.8% | 
                0-164 | 
                0.4% | 
                83% | 
                False | 
                False | 
                1,272,323 | 
                 
                
                | 60 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-153 | 
                0.4% | 
                59% | 
                False | 
                False | 
                1,112,427 | 
                 
                
                | 80 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-148 | 
                0.3% | 
                59% | 
                False | 
                False | 
                864,129 | 
                 
                
                | 100 | 
                134-010 | 
                130-230 | 
                3-100 | 
                2.5% | 
                0-138 | 
                0.3% | 
                59% | 
                False | 
                False | 
                691,391 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            134-302 | 
         
        
            | 
2.618             | 
            134-058 | 
         
        
            | 
1.618             | 
            133-228 | 
         
        
            | 
1.000             | 
            133-135 | 
         
        
            | 
0.618             | 
            133-078 | 
         
        
            | 
HIGH             | 
            132-305 | 
         
        
            | 
0.618             | 
            132-248 | 
         
        
            | 
0.500             | 
            132-230 | 
         
        
            | 
0.382             | 
            132-212 | 
         
        
            | 
LOW             | 
            132-155 | 
         
        
            | 
0.618             | 
            132-062 | 
         
        
            | 
1.000             | 
            132-005 | 
         
        
            | 
1.618             | 
            131-232 | 
         
        
            | 
2.618             | 
            131-082 | 
         
        
            | 
4.250             | 
            130-158 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                132-230 | 
                                132-174 | 
                             
                            
                                | PP | 
                                132-225 | 
                                132-133 | 
                             
                            
                                | S1 | 
                                132-220 | 
                                132-092 | 
                             
             
         |